Colvin has been married twice, first to Simon Tassano in 1993;[5] they were divorced in 1995. She married photographer Mario Erwin in 1997 and in July 1998 they had a daughter, Caledonia Jean-Marie. Shawn and Mario divorced in 2002.[6]

Colvin moved to Austin, Texas and joined a Western swing band called the Dixie Diesels. She then entered "the folk circuit in Illinois and Berkeley", California[7] before she "strained her voice" singing rock songs and took a sabbatical from singing at the age of 24.[2]

After touring with Suzanne Vega,[7] Colvin was brought to the attention of Columbia Records by Addabbo and signed a recording contract with the label.[2][7] Colvin released her debut album Steady On with her fellow songwriter and co-producer, John Leventhal in 1989. The album won a Grammy Award for Best Contemporary Folk Album and featured backing vocals by Vega.[2] Colvin's second album Fat City was released in 1992 and received a Grammy nomination for Best Contemporary Folk Recording. The song "I Don't Know Why" was nominated for a Grammy in the Best Female Pop Vocal category.[2] In 1993 she moved back to the city of Austin and in 1994 released the album Cover Girl, a collection of cover songs.[7][10] In 1995 Colvin released her album Live 88 which consisted of live recordings she had made in 1988.[11]

In 1996, Colvin released her "platinum status" album A Few Small Repairs and in 1997 the success of her single "Sunny Came Home" firmly catapulted her into the mainstream after spending four weeks at the number one spot on the Adult Contemporary chart.[2][12] The album won the 1998 Grammy Awards for both Song and Record of the Year.[2] After becoming a mother Colvin released the album Holiday Songs and Lullabies in 1998 and[10] in 2001 released another album called Whole New You. In 2004, she released another album, this time a compilation of past songs called, Polaroids: A Greatest Hits Collection.[2]

Colvin published her book of memoirs, Diamond in the Rough, in 2012. She says the book is about her survival from anorexia, clinical depression, alcoholism, motherhood, career crises, and relationships with men.[18]"I hope it's comical for readers to keep track of them," she said. "That was my intention".[18]

Andy Langer in The New York Times calls the book "candid about her heartaches but also comically self-deprecating. She balances the serious admission that she needs medication to combat her depression with a funny anecdote about the time she wet herself on national television while dancing with 'N Sync during a late '90s Disney Christmas special".[18]